+178.5%
EXE vs PR
+714.1%
-535.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -0.3% | +2.9% | -3.2% | -1.2% |
| 30D | +8.5% | +18.0% | -9.6% | +2.5% |
| 3M | +5.5% | +16.9% | -11.4% | -0.2% |
| 6M | -5.9% | +28.2% | -34.1% | -13.9% |
| YTD | -9.7% | +69.3% | -79.0% | -24.9% |
| 1Y | +3.6% | +69.5% | -65.9% | -14.1% |
| 3Y | +18.0% | +81.7% | -63.7% | -7.4% |
| 5Y | +109.4% | +422.2% | -312.8% | +16.9% |
| All | +178.5% | +714.1% | -535.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling